penppml
Penalized Poisson Pseudo Maximum Likelihood Regression
Description
A set of tools that enables efficient estimation of penalized Poisson Pseudo Maximum Likelihood regressions, using lasso or ridge penalties, for models that feature one or more sets of high-dimensional fixed effects. The methodology is based on Breinlich, Corradi, Rocha, Ruta, Santos Silva, and Zylkin (2021) <http://hdl.handle.net/10986/35451> and takes advantage of the method of alternating projections of Gaure (2013) <doi:10.1016/j.csda.2013.03.024> for dealing with HDFE, as well as the coordinate descent algorithm of Friedman, Hastie and Tibshirani (2010) <doi:10.18637/jss.v033.i01> for fitting lasso regressions. The package is also able to carry out cross-validation and to implement the plugin lasso of Belloni, Chernozhukov, Hansen and Kozbur (2016) <doi:10.1080/07350015.2015.1102733>.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (4 non-OK)
dependencies in R code
Namespace in Imports field not imported from: ‘fixest’ All declared Imports should be used.
dependencies in R code
Namespace in Imports field not imported from: ‘fixest’ All declared Imports should be used.
installed package size
installed size is 11.2Mb
sub-directories of 1Mb or more:
data 1.8Mb
libs 9.1Mb
installed package size
installed size is 11.3Mb
sub-directories of 1Mb or more:
data 1.8Mb
libs 9.2Mb
Check History
NOTE 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
dependencies in R code
Namespace in Imports field not imported from: ‘fixest’ All declared Imports should be used.
dependencies in R code
Namespace in Imports field not imported from: ‘fixest’ All declared Imports should be used.
installed package size
installed size is 11.2Mb
sub-directories of 1Mb or more:
data 1.8Mb
libs 9.1Mb
installed package size
installed size is 11.3Mb
sub-directories of 1Mb or more:
data 1.8Mb
libs 9.2Mb